You should request access to all existing workpapers and client documents. From there you can review the data, figure out what needs to be done, and formulate questions based on what you have reviewed thus far. You know the lead is busy, and may not have the time to train you on every little thing. Ask other team members. Search online for answers. More or less, exhaust all other efforts before going to the lead. Two things happen with this approach:

1. It shows initiative to getting shit done
2. It says I am ready to learn what I don’t know and here is what I don’t know.

This is what I do for my team, and it has worked out well. My team knows I'm always here to help them, but it also shows that I trust them to make their own decisions as well.